mf_qrinv.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 29mar2005}{...}
{cmd:help mata qrinv()}
{hline}
{* index inverse matrix}{...}
{* index generalized inverse}{...}
{* index qrinv()}{...}
{* index _qrinv()}{...}
{* index LAPACK}{...}

{title:Title}

{p 4 4 2}
{bf:[M-5] qrinv() -- Generalized inverse of matrix via QR decomposition}


{title:Syntax}

{p 8 12 2}
{it:numeric matrix}
{cmd:qrinv(}numeric matrix {it:A}{cmd:)}

{p 8 12 2}
{it:numeric matrix}
{cmd:qrinv(}numeric matrix {it:A}{cmd:,} {it:rank}{cmd:)}

{p 8 12 2}
{it:numeric matrix}
{cmd:qrinv(}numeric matrix {it:A}{cmd:,} {it:rank}{cmd:,}
{it:real scalar tol}{cmd:)}


{p 8 12 2}
{it:real scalar}{bind:  }
{cmd:_qrinv(}numeric matrix {it:A}{cmd:)}

{p 8 12 2}
{it:real scalar}{bind:  }
{cmd:_qrinv(}numeric matrix {it:A}{cmd:,}
{it:real scalar tol}{cmd:)}


{p 4 4 2}
where the type of {it:rank} is irrelevant; the rank of {it:A} is returned 
there.


{title:Description}

{p 4 4 2}
{cmd:qrinv(}{it:A}{cmd:,} ...{cmd:)} 
returns the inverse or generalized inverse of real or complex
matrix {it:A}: {it:m} {it:x} {it:n}, {it:m}>={it:n}.  If optional argument
{it:rank} is specified, the rank of {it:A} is returned there.

{p 4 4 2}
{cmd:_qrinv(}{it:A}{cmd:,} ...{cmd:)} 
does the same thing except that, rather then returning the result, it 
overwrites the original matrix {it:A} with the result.
{cmd:_qrinv()} returns the rank of {it:A}.

{p 4 4 2}
In both cases, optional argument {it:tol} specifies the tolerance for
determining singularity; see {it:Remarks} below.


{title:Remarks}

{p 4 4 2}
{cmd:qrinv()} and {cmd:_qrinv()} are most often used on square, possibly
rank-deficient matrices, but may be used on nonsquare matrices that have more
rows than columns.  Also see
{bf:{help mf_pinv:[M-5] pinv()}} 
for an alternative.  See 
{bf:{help mf_luinv:[M-5] luinv()}} 
for a more efficient way to obtain the inverse of full-rank, square matrices,
and see
{bf:{help mf_invsym:[M-5] invsym()}}
for inversion of real, symmetric matrices.

{p 4 4 2}
When {it:A} is of full rank, the inverse calculated by {cmd:qrinv()} is
essentially the same as that computed by the faster {bf:luinv()}.  When {it:A}
is singular, {cmd:qrinv()} and {cmd:_qrinv()} compute a generalized inverse,
{it:A*}, which satisfies

		{it:A}({it:A*}){it:A}    =  {it:A} 

		({it:A*}){it:A}({it:A*}) =  {it:A*}

{p 4 4 2}
Note that this generalized inverse is also calculated for nonsquare matrices
that have more rows than columns and, in that case, returned is a
least-squares solution.  If {it:A} is {it:m} {it:x} {it:n}, {it:m}>={it:n},
and if the rank of {it:A} is equal to {it:n}, then ({it:A*}){it:A}={it:I},
ignoring roundoff error.

{p 4 4 2}
{cmd:qrinv(}{it:A}{cmd:)} is implemented as 
{cmd:qrsolve(}{it:A}{cmd:, I(rows(}{it:A}{cmd:)))};
see {bf:{help mf_qrsolve:[M-5] qrsolve()}} for details and for use of 
the optional {it:tol} argument.


{title:Conformability}

    {cmd:qrinv(}{it:A}{cmd:,} {it:rank}{cmd:,} {it:tol}{cmd:)}:
	{it:input:}
		{it:A}:  {it:m x n},   {it:m} >= {it:n}
	      {it:tol}:  1 {it:x} 1    (optional)
	{it:output:}
	     {it:rank}:  1 {it:x} 1    (optional)
	   {it:result}:  {it:n x m}
		
    {cmd:_qrinv(}{it:A}{cmd:,} {it:tol}{cmd:)}:
	{it:input:}
		{it:A}:  {it:m x n},   {it:m} >= {it:n}
	      {it:tol}:  1 {it:x} 1    (optional)
	{it:output:}
		{it:A}:  {it:n x m}
	   {it:result}:  1 {it:x} 1    (containing rank)


{title:Diagnostics}

{p 4 4 2}
The inverse returned by these functions is {cmd:real} if {it:A} is 
{cmd:real}, and is {it:complex} if {it:A} is complex.

{p 4 4 2}
{cmd:qrinv(}{it:A}{cmd:,} ...{cmd:)} and 
{cmd:_qrinv(}{it:A}{cmd:,} ...{cmd:)} 
return a result containing missing values if
{it:A} contains missing values.

{p 4 4 2}
{cmd:_qrinv(}{it:A}{cmd:,} ...{cmd:)} 
aborts with error if {it:A} is a view.

{p 4 4 2}
See
{bf:{help mf_qrsolve:[M-5] qrsolve()}}
and
{bf:{help m1_tolerance:[M-1] tolerance}}
for information on the optional {it:tol} argument.


{title:Source code}

{p 4 4 2}
{view qrinv.mata, adopath asis:qrinv.mata},
{view _qrinv.mata, adopath asis:_qrinv.mata}


{title:Also see}

{p 4 13 2}
Manual:  {hi:[M-5] qrinv()}

{p 4 13 2}
Online:  help for 
{bf:{help mf_invsym:[M-5] invsym()}},
{bf:{help mf_cholinv:[M-5] cholinv()}},
{bf:{help mf_luinv:[M-5] luinv()}},
{bf:{help mf_pinv:[M-5] pinv()}},
{bf:{help mf_qrsolve:[M-5] qrsolve()}},
{bf:{help mf_solve_tol:[M-5] solve_tol()}};
{bf:{help m4_matrix:[M-4] matrix}}
{p_end}